NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.213 |
3.214 |
0.001 |
0.0% |
3.160 |
| High |
3.233 |
3.245 |
0.012 |
0.4% |
3.232 |
| Low |
3.205 |
3.190 |
-0.015 |
-0.5% |
3.114 |
| Close |
3.233 |
3.229 |
-0.004 |
-0.1% |
3.186 |
| Range |
0.028 |
0.055 |
0.027 |
96.4% |
0.118 |
| ATR |
0.068 |
0.067 |
-0.001 |
-1.3% |
0.000 |
| Volume |
22,705 |
20,195 |
-2,510 |
-11.1% |
122,523 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.386 |
3.363 |
3.259 |
|
| R3 |
3.331 |
3.308 |
3.244 |
|
| R2 |
3.276 |
3.276 |
3.239 |
|
| R1 |
3.253 |
3.253 |
3.234 |
3.265 |
| PP |
3.221 |
3.221 |
3.221 |
3.227 |
| S1 |
3.198 |
3.198 |
3.224 |
3.210 |
| S2 |
3.166 |
3.166 |
3.219 |
|
| S3 |
3.111 |
3.143 |
3.214 |
|
| S4 |
3.056 |
3.088 |
3.199 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.531 |
3.477 |
3.251 |
|
| R3 |
3.413 |
3.359 |
3.218 |
|
| R2 |
3.295 |
3.295 |
3.208 |
|
| R1 |
3.241 |
3.241 |
3.197 |
3.268 |
| PP |
3.177 |
3.177 |
3.177 |
3.191 |
| S1 |
3.123 |
3.123 |
3.175 |
3.150 |
| S2 |
3.059 |
3.059 |
3.164 |
|
| S3 |
2.941 |
3.005 |
3.154 |
|
| S4 |
2.823 |
2.887 |
3.121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.245 |
3.114 |
0.131 |
4.1% |
0.059 |
1.8% |
88% |
True |
False |
23,961 |
| 10 |
3.290 |
3.114 |
0.176 |
5.5% |
0.063 |
2.0% |
65% |
False |
False |
21,347 |
| 20 |
3.343 |
3.114 |
0.229 |
7.1% |
0.063 |
2.0% |
50% |
False |
False |
17,734 |
| 40 |
3.383 |
3.114 |
0.269 |
8.3% |
0.066 |
2.0% |
43% |
False |
False |
16,634 |
| 60 |
3.483 |
3.060 |
0.423 |
13.1% |
0.069 |
2.1% |
40% |
False |
False |
15,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.389 |
|
1.618 |
3.334 |
|
1.000 |
3.300 |
|
0.618 |
3.279 |
|
HIGH |
3.245 |
|
0.618 |
3.224 |
|
0.500 |
3.218 |
|
0.382 |
3.211 |
|
LOW |
3.190 |
|
0.618 |
3.156 |
|
1.000 |
3.135 |
|
1.618 |
3.101 |
|
2.618 |
3.046 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.225 |
3.219 |
| PP |
3.221 |
3.209 |
| S1 |
3.218 |
3.200 |
|